On the use of optimization models for portfolio selection: A review and some computational results (Q1890889): Difference between revisions

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Latest revision as of 10:55, 30 July 2024

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On the use of optimization models for portfolio selection: A review and some computational results
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    On the use of optimization models for portfolio selection: A review and some computational results (English)
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    23 May 1995
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    bond portfolio optimization
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    portfolio theory
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    Markowitz mean-variance model
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    dual algorithm
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    constrained optimization
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